SLYG Options History — November 2022

In November 2022, SLYG traded between $71.99 and $77.68. ATM implied volatility averaged 31.9%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 0.8% (HV 20d: 31.1%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2022-11-17: Highest Volume — 50 contracts
  • 2022-11-10: Largest IV drop — 33.0% change
  • 2022-11-08: Highest IV Rank — 60.7%
  • 2022-11-17: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.48$71.99$77.68$75.06$77.50
Max Pain$77.00$75.00$80.00$75.00$75.00
ATM IV31.9%22.6%49.1%29.5%29.9%
Expected Move8.5%6.5%10.1%8.5%8.6%
HV 20d31.1%26.2%35.7%26.2%32.7%
HV 60d29.3%27.4%31.0%28.0%29.5%
IV Rank25.6%6.8%60.7%20.9%20.7%
IV Percentile47.7%9.5%98.0%38.9%35.7%
Term Structure-2.8%-10.6%6.0%-1.3%-3.5%
VWIV26.7%20.5%33.4%28.6%26.0%
Skew 25d5.0%-4.3%15.6%7.0%3.4%
Skew 10d5.5%-0.3%24.0%2.7%-0.1%
Call IV 25d25.9%20.0%33.4%24.2%25.2%
Put IV 25d30.9%22.8%41.3%31.2%28.6%
Bid-Ask Spread %118.84103.31134.79121.42128.15
Gamma HHI0.250.160.370.180.35
Net GEX3.6K2207.6K2.1K6.7K
Net DEX-37.5K-68.3K-2.7K-31.1K-65.3K
Net VEX-210-229-191-227-207
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.000.730.730.00
Total Volume34.286050450
Total OI39.8116534920

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$75.06$75.0029.5%8.5%26.2%20.9%28.6%7.0%-1.3%2.1K-31.1K-2270.73121.42N/AN/A26193019
2022-11-02$72.67$75.0032.2%9.2%28.9%26.3%33.4%9.9%-0.5%1.4K-20.4K-2290.73122.00N/AN/A26193019
2022-11-03$72.13$0.0035.5%8.7%28.9%33.1%26.5%2.2%-0.8%1.2K-7.8K-2020.70128.15N/AN/A27193019
2022-11-04$72.54$80.0040.2%7.9%26.6%42.5%22.8%-1.3%6.0%220-2.9K-2270.70111.73N/AN/A27193019
2022-11-07$73.57$80.0040.2%8.7%26.9%42.5%29.2%9.0%-0.2%811-9.2K-2150.70103.31N/AN/A27193019
2022-11-08$74.04$80.0049.1%8.1%26.7%60.7%20.5%4.5%0.5%1.0K-8.7K-2100.70105.99N/AN/A27193019
2022-11-09$71.99$80.0033.7%9.7%28.9%29.4%27.0%15.6%-0.4%788-2.7K-1970.68112.36N/AN/A28193019
2022-11-10$76.64$80.0022.6%6.5%35.7%6.8%28.5%0.7%3.3%3.0K-33.5K-2010.68123.60N/AN/A28193119
2022-11-11$77.48$80.0028.8%8.3%34.4%19.4%25.7%8.3%-5.1%3.2K-44.9K-2100.68111.37N/AN/A28193119
2022-11-14$77.03$80.0031.3%9.0%33.8%24.6%26.6%6.3%-4.3%2.4K-37.7K-2000.68108.81N/AN/A28193119
2022-11-15$77.68$80.0031.8%9.1%33.8%25.6%26.7%6.3%-6.9%2.8K-44.5K-1960.63115.33N/AN/A30193119
2022-11-16$76.22$75.0027.6%7.9%33.3%16.8%24.5%1.1%-0.2%3.8K-43.4K-2100.63111.95N/AN/A30193319
2022-11-17$75.56$75.0035.3%10.1%33.1%32.6%27.1%6.9%-10.6%4.9K-33.3K-1970.61114.01N/AN/A31193319
2022-11-18$76.37$75.0028.4%8.2%32.2%18.6%25.3%6.6%-0.3%4.9K-44.4K-2050.61119.07N/AN/A31193419
2022-11-21$75.85$75.0028.5%8.2%32.3%18.7%28.5%6.6%0.3%4.2K-46.6K-1910.00107.03N/AN/A200160
2022-11-22$76.81$75.0031.6%9.0%31.4%24.9%27.2%8.8%-8.2%6.2K-63.1K-2260.00121.17N/AN/A200200
2022-11-23$77.07$75.0029.2%8.4%31.4%20.2%26.0%7.9%-3.8%6.2K-68.3K-2290.00128.31N/AN/A200200
2022-11-25$77.44$75.0025.2%7.2%31.3%12.0%0.0%0.3%-5.0%7.6K-66.9K-2190.00134.60N/AN/A00200
2022-11-28$75.60$75.0028.4%8.2%31.9%17.7%0.0%-1.8%-6.8%6.4K-58.2K-2050.00132.53N/AN/A00200
2022-11-29$75.89$75.0031.0%8.9%31.9%22.9%0.0%-4.3%-10.3%6.5K-54.3K-2000.00134.79N/AN/A00200
2022-11-30$77.50$75.0029.9%8.6%32.7%20.7%0.0%3.4%-3.5%6.7K-65.3K-2070.00128.15N/AN/A00200